-20.1%
RKT vs A
+89.1%
-109.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.3% |
| 7D | -3.8% | -0.1% | -3.7% | -3.7% |
| 30D | +32.8% | +3.3% | +29.6% | +29.5% |
| 3M | +0.8% | +18.5% | -17.7% | -10.6% |
| 6M | -2.6% | +59.3% | -61.9% | -29.7% |
| YTD | -25.4% | +31.0% | -56.4% | -38.8% |
| 1Y | -19.1% | +19.3% | -38.4% | -29.2% |
| 3Y | +83.2% | +66.8% | +16.4% | +21.8% |
| 5Y | +0.8% | +15.5% | -14.7% | -15.8% |
| All | -20.1% | +89.1% | -109.2% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling